NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.540 |
3.470 |
-0.070 |
-2.0% |
3.673 |
| High |
3.546 |
3.578 |
0.032 |
0.9% |
3.741 |
| Low |
3.462 |
3.462 |
0.000 |
0.0% |
3.554 |
| Close |
3.470 |
3.493 |
0.023 |
0.7% |
3.621 |
| Range |
0.084 |
0.116 |
0.032 |
38.1% |
0.187 |
| ATR |
0.107 |
0.107 |
0.001 |
0.6% |
0.000 |
| Volume |
43,439 |
73,779 |
30,340 |
69.8% |
164,875 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.859 |
3.792 |
3.557 |
|
| R3 |
3.743 |
3.676 |
3.525 |
|
| R2 |
3.627 |
3.627 |
3.514 |
|
| R1 |
3.560 |
3.560 |
3.504 |
3.594 |
| PP |
3.511 |
3.511 |
3.511 |
3.528 |
| S1 |
3.444 |
3.444 |
3.482 |
3.478 |
| S2 |
3.395 |
3.395 |
3.472 |
|
| S3 |
3.279 |
3.328 |
3.461 |
|
| S4 |
3.163 |
3.212 |
3.429 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.200 |
4.097 |
3.724 |
|
| R3 |
4.013 |
3.910 |
3.672 |
|
| R2 |
3.826 |
3.826 |
3.655 |
|
| R1 |
3.723 |
3.723 |
3.638 |
3.681 |
| PP |
3.639 |
3.639 |
3.639 |
3.618 |
| S1 |
3.536 |
3.536 |
3.604 |
3.494 |
| S2 |
3.452 |
3.452 |
3.587 |
|
| S3 |
3.265 |
3.349 |
3.570 |
|
| S4 |
3.078 |
3.162 |
3.518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.694 |
3.449 |
0.245 |
7.0% |
0.100 |
2.9% |
18% |
False |
False |
47,124 |
| 10 |
3.741 |
3.449 |
0.292 |
8.4% |
0.113 |
3.2% |
15% |
False |
False |
37,538 |
| 20 |
3.787 |
3.449 |
0.338 |
9.7% |
0.106 |
3.0% |
13% |
False |
False |
31,348 |
| 40 |
4.114 |
3.449 |
0.665 |
19.0% |
0.104 |
3.0% |
7% |
False |
False |
25,023 |
| 60 |
4.444 |
3.449 |
0.995 |
28.5% |
0.097 |
2.8% |
4% |
False |
False |
21,394 |
| 80 |
4.516 |
3.449 |
1.067 |
30.5% |
0.098 |
2.8% |
4% |
False |
False |
18,429 |
| 100 |
4.896 |
3.449 |
1.447 |
41.4% |
0.097 |
2.8% |
3% |
False |
False |
15,860 |
| 120 |
4.912 |
3.449 |
1.463 |
41.9% |
0.096 |
2.8% |
3% |
False |
False |
13,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.071 |
|
2.618 |
3.882 |
|
1.618 |
3.766 |
|
1.000 |
3.694 |
|
0.618 |
3.650 |
|
HIGH |
3.578 |
|
0.618 |
3.534 |
|
0.500 |
3.520 |
|
0.382 |
3.506 |
|
LOW |
3.462 |
|
0.618 |
3.390 |
|
1.000 |
3.346 |
|
1.618 |
3.274 |
|
2.618 |
3.158 |
|
4.250 |
2.969 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.520 |
3.514 |
| PP |
3.511 |
3.507 |
| S1 |
3.502 |
3.500 |
|